Transcript for Marine's Wife Disappears on Her Way to Joshua Tree National Park

We begin with that disappearance of a marine wife vanished more than three weeks ago believed to be heading for 9 Joshua tree national park and a search turned up now. They're looking at an ex-marine who lived next door. Cecilia Vega has the story. Reporter: This morning new allegations about missing Erin Corwin, a search warrant revealing police are investigating the possibility that Corwin three months pregnant and her neighbor Christopher lee were having an affair. Investigators now fearing the worst calling the circumstances surrounding her disappearance suspicious. We're looking for a crime scene. We're looking for something that's going to give us an indication that something has or has not happened to her. Reporter: Erin, the wife of a marine, has not been seen in nearly a month vanishing from twentynine palms, California, without a trace and her husband, lance corporal Jonathan Corwin reported her missing one day after she was seen leaving Joshua tree national park and lee says he went hunting in Joshua tree the same day but he denied seeing her there. At this point we're trying to investigate each and every person that's been an acquaintance with her. Reporter: Lee who was recently honorably discharged initially denied knowing Erin well but investigators say Corwin's friend told them she might have been pregnant with lee's child and that lee was worried that if his wife discovered Erin was pregnant, lee's wife would divorce him and keep him from his child. In the court document police say it is highly likely that Erin could have been warmed by an unknown firearm. On July 4th lee was arrested on what police call an unrelated weapons charge for possessing a destructive device. 'Reportedly out on bail. Police have not named a suspect or ruled out the possibility that Corwin may be voluntarily missing but this morning, wherever she is remains a mystery. For "Good morning America," Cecilia Vega, ABC news, los Angeles. Okay, let's bring in Dan Abrams on this and we just heard Cecilia say police say there's not a suspect but seem to be paying a lot of attention to lee. No question he's at least a person of interest as they like to call it. Bottom line, he is someone they're looking at. Look, two key issues they need to resolve, number one, was there a crime? Meaning they first Virginia to rule out the possibility she left voluntarily. With each day that passes, it seems the authorities become more and more convinced that this was a crime. Once they determine that this was a crime and I think that in their minds they already have then the question is who did it and when you're talking about a woman who was newly pregnant and alleged affair, okay, not confirmed but alleged, the authorities are going to be looking at two people and that is, number one, her husband and, number two, the person with whom she's having the alleged affair and seems that the authorities have begun to rule out the husband although they haven't said that publicly either. The fact they've picked up the neighbor on an unrelated weapons charge of some sort mean they know more than they're saying? Not necessarily. There's no question that that evidence they were able to obtain in connection with the search warrant in this case, but the actual charge, I think, maybe completely unrelated. In some cases you see them charge someone, they want to hold them. In the meantime, in this particular case it seems that in the context of executing the search warrant, they found something else, had to charge him. He's now been released so he's not even being held. I don't think that they view that as connected at this point to the case. But there's still a lot of questions that need to be answered and they want to try to see is it possible that they can link that physical evidence, the shoe print, the footprints, the tire tracks, et cetera, to the two of them in that park.

This transcript has been automatically generated and may not be 100% accurate.

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